US Agency MBS

Investment Objective

Seeks to achieve returns in excess of the benchmark.

Investment Style

Construct a portfolio invested exclusively in agency MBS guaranteed by Ginnie Mae (GNMA), Fannie Mae (FNMA) and Freddie Mac (FHLMC) while taking a cautious approach to prepayment and convexity risk.

Investment Vehicles

Separate Account: Contact your CSE or call 1-626-844-9400

Performance as of June 30, 2017

Returns for periods greater than one year are annualized. Please see the Performance Disclosure for more information.

Snapshot

Strategy AUM: Total US Agency MBS Assets:
US$2.9 Billion (as of June 30, 2017)
Benchmark: Bloomberg Barclays U.S. MBS Bond Index
Inception Date: 01 May 06

Sector Allocation as of June 30, 2017

US Agency MBS | Sector Allocation as of June 30, 2017
Note: Sector allocation includes look-through to any underlying commingled vehicles if held. All weightings are a percentage of total market value. A negative cash position may be reported, which is primarily due to the portfolio's unsettled trade activity. Data may not sum to 100% due to rounding.

Portfolio Characteristics as of June 30, 2017

US Agency MBS | Portfolio Characteristics as of June 30, 2017
Past performance is not indicative of future investment results, the value of any investment can fall as well as rise.